The role of aggregate risk aversion in the pricing of economic uncertainty
Year of publication: |
2023
|
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Authors: | Ren, Kangyu ; Qin, Tianyu ; Mu, Yuandong |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 14, p. 1896-1903
|
Subject: | anomalies | asset pricing | economic uncertainty | Risk aversion | sentiment | Theorie | Theory | Risiko | Risk | Risikoaversion | CAPM | Börsenkurs | Share price |
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